On April 26, I was joined by BISAM’s Global Head of Risk, Dr. Boryana Racheva-Iotova for a live webinar discussion about the rise of the “new normal” market turbulence and the implications of that new normal on practical risk management.
Boryana’s presentation and the live audience Q&A covered the following points:
- Market turbulence as the “New Normal.” Boryana takes a look at turbulence characteristics and measurement, with a focus on the advanced fat tail modeling capabilities within our Cognity®market risk solution
- Dislocations: Turbulence as a key to understanding financial economics “puzzles,” e.g. Equity Premium, Dividend Puzzle, Volatility Smile, Uncovered-Interest-Parity-Puzzle, etc.
- Liquidity through the lense of turbulent markets
We invite you to view and share the replay: https://attendee.gotowebinar.com/recording/6085373921955329538, and to also take a look at the following related content:
- Presentation Slides
- Research Papers
- Weekly Risk Blog Posts
If you have additional questions for Boryana, would like a deeper dive into our research, or would like to schedule a demo of the Cognity® market risk solution, please send an email to email@example.com.